I just got the notification for the 2.2 update for my HTC Desire (on O2 in the UK). I downloaded and let the update install. After a couple of reboots it told me it couldn't install as I needed to clean up some memory, which I've now done.
How do I restart the update install? I've tried restarting the phone and going to the phone settings and checking for updates, but it doesn't find any updates and it's still reporting 2.1 installed.
Update: Turns out the update file was on my SD card, but renaming it to update.zip and following Al. E's steps didn't work - I get a file not signed errors ("failed to verify whole-file signature" and "signature verification failed".
I've also since done a hard reset too, and now have open call with HTC second line support. Will update you when they get back to me.
Apparently setting the date to the future would cause the OTA to be detected again, but my date won't stay set to the future (yes, I have turned off network date updates!). I'm now researching how to use a file manager to update from the 2.2 zip file.
Watch this space...
Update 2: Okay, I finally cracked it! First, I downloaded the UK O2 update from HTC's site, then followed Al E's method below to install the update. Job done!!
The URL for the download was http://liveimage.htc.com/. I knew the name of the update file as it was in my sd\download folder.